Testing for autoregressive against moving average errors in the linear regression model
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- Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
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- Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May.
- Atukorala, Ranjani & Sriananthakumar, Sivagowry, 2015. "A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information," Economic Modelling, Elsevier, vol. 45(C), pages 169-174.
- Philip A. Shively, 2001. "Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 537-551.
- Sriananthakumar, Sivagowry & King, Maxwell L., 2006. "A new approximate point optimal test of a composite null hypothesis," Journal of Econometrics, Elsevier, vol. 130(1), pages 101-122, January.
- Baltagi, Badi H. & Li, Qi, 1995. "Testing AR(1) against MA(1) disturbances in an error component model," Journal of Econometrics, Elsevier, vol. 68(1), pages 133-151, July.
- Silvapulle, Paramsothy & King, Maxwell L., 1993. "Nonnested testing for autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, vol. 58(3), pages 295-314, August.
- Heaney, Richard & Sriananthakumar, Sivagowry, 2012. "Time-varying correlation between stock market returns and real estate returns," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 583-594.
- Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.
- Jahar L. Bhowmik & Maxwell L. King, 2005. "Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function," Monash Econometrics and Business Statistics Working Papers 18/05, Monash University, Department of Econometrics and Business Statistics.
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